Statistical inference in partially time-varying coefficient models
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generalized likelihood ratio statisticslocal linear smootherprofile least squaressemiparametric regressiontime-varying coefficient model
Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites work
- A central limit theorem for generalized quadratic forms
- Central limit theorem for linear processes
- Convergence rates for partially splined models
- Efficiency Bounds for Semiparametric Regression
- Efficient estimation for semivarying-coefficient models
- Flexible Seasonal Time Series Models
- Generalized likelihood ratio statistics and Wilks phenomenon
- Generalized Partially Linear Single-Index Models
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- Local polynomial fitting in semivarying coefficient model
- Local quasi-likelihood approach to varying-coefficient discrete-valued time series models
- Nonlinear Regressions with Integrated Time Series
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric estimation in a nonlinear cointegration type model
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quasi-likelihood Estimation in Semiparametric Models
- Semiparametric Estimation by Model Selection for Locally Stationary Processes
- Statistical estimation in varying coefficient models
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Testing in partial linear regression models with dependent errors
- Trending time series and macroeconomic activity: Some present and future challenges
- Trending time-varying coefficient time series models with serially correlated errors
- Variable selection in partially time-varying coefficient models
- Variable selection in semiparametric regression modeling
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(32)- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models
- Wavelet-M-estimation for time-varying coefficient time series models
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
- Statistical inference of locally stationary functional coefficient models
- Wavelet estimation in time-varying coefficient models
- Nonparametric specification for non-stationary time series regression
- Trending time-varying coefficient time series models with serially correlated errors
- Empirical likelihood for partially time-varying coefficient models with dependent observations
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- Estimating smooth structural change in cointegration models
- Estimation and inference of semi-varying coefficient models with heteroscedastic errors
- Inference on coefficient function for varying-coefficient partially linear model
- Inference of high-dimensional linear models with time-varying coefficients
- Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
- Statistical inference of time-varying single-index coefficient models for locally stationary time series
- Wavelet estimation in time-varying coefficient time series models with measurement errors
- Functional coefficient regression models with time trend
- Semiparametric trending panel data models with cross-sectional dependence
- B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data
- Variable selection in partially time-varying coefficient models
- Variable selection for partially time-varying coefficient error-in-variables models
- Statistical inference for a general class of distributions with time-varying parameters
- Inference of the trend in a partially linear model with locally stationary regressors
- Estimation of semi-varying coefficient models with nonstationary regressors
- Bootstrap bandwidth selection in time-varying coefficient models with jumps
- Semi-parametric inference for large-scale data with temporally dependent noise
- Sieve bootstrap inference for linear time-varying coefficient models
- Empirical likelihood inference for time-varying coefficient autoregressive models
- Varying coefficient partially nonlinear models with nonstationary regressors
- Inference of time-varying regression models
- Linear partially time-varying coefficient spatial panel data model with fixed effects
- Robust estimation for spatial semiparametric varying coefficient partially linear regression
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